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Roadmap Model Risk by Sahil Sharma is a document available to read on EtoBox.

What is Roadmap Model Risk about?

The document outlines a comprehensive roadmap for understanding mathematical and statistical foundations, data pre-modeling, credit risk modeling, machine learning models, feature engineering, model evaluation, hyperparameter tuning, advanced risk topics, and model risk governance. It includes various topics, recommended readings, articles, and videos for each section to aid learning. The roadmap is designed to be theory-driven and aligned with interview and regulatory standards.

Author

Sahil Sharma

Language

EN